-5.9%
SHOP vs TOST
-41.7%
+35.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.7% |
| 7D | -13.9% | +11.6% | -25.5% | -19.3% |
| 30D | -12.6% | +16.2% | -28.8% | -20.2% |
| 3M | -0.3% | +1.0% | -1.4% | -1.5% |
| 6M | +33.6% | +23.2% | +10.4% | +17.0% |
| YTD | -10.7% | -1.0% | -9.7% | -11.3% |
| 1Y | -11.8% | -9.9% | -1.9% | -7.8% |
| 3Y | +133.9% | +101.0% | +32.8% | +33.8% |
| 5Y | -5.9% | -40.4% | +34.5% | -24.3% |
| All | -5.9% | -41.7% | +35.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling